+124.2%
BTI vs ARMK
+130.7%
-6.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | -3.0% | +2.8% | -5.8% | -3.6% |
| 30D | +9.8% | -1.8% | +11.5% | +9.9% |
| 3M | +9.2% | -10.9% | +20.0% | +11.0% |
| 6M | +4.0% | +21.2% | -17.2% | +0.3% |
| YTD | +12.7% | +47.0% | -34.3% | +5.0% |
| 1Y | +15.9% | +42.9% | -26.9% | +8.5% |
| 3Y | +148.9% | +95.0% | +53.9% | +117.8% |
| 5Y | +152.8% | +106.2% | +46.5% | +116.0% |
| 10Y | +124.2% | +131.6% | -7.4% | +89.3% |
| All | +124.2% | +130.7% | -6.5% | +89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ARMK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling